On a class of backward doubly stochastic differential equations

DOI10.1016/j.amc.2011.03.128zbMath1220.60034OpenAlexW2081146717MaRDI QIDQ546054

Svetlana Janković, Jasmina Djordjević, Miljana Jovanović

Publication date: 24 June 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.03.128

zbMATH Keywords

existenceuniquenessbackward doubly stochastic differential equationsmoment estimatesconnections with SPDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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